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Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence that can have long-range dependence. In this paper, we find the scaling limit of a random walk that follows GBP. The result is a new class of…

Probability · Mathematics 2025-12-30 Jeonghwa Lee

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We consider simple random walk on a discrete cylinder with base a large d-dimensional torus of side-length N, when d is two or more. We develop a stochastic domination control on the local picture left by the random walk in boxes of…

Probability · Mathematics 2009-12-29 Alain-Sol Sznitman

We study an approximation by time-discretized geodesic random walks of a diffusion process associated with a family of time-dependent metrics on manifolds. The condition we assume on the metrics is a natural time-inhomogeneous extension of…

Probability · Mathematics 2012-10-12 Kazumasa Kuwada

We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…

Probability · Mathematics 2010-08-30 Mykhaylo Shkolnikov

We consider trap models on Z^d, namely continuous time Markov jump process on Z^d with embedded chain given by a generic discrete time random walk, and whose mean waiting time at x is given by tau_x, with tau = (tau_x, x in Z^d) a family of…

Probability · Mathematics 2017-05-17 Luiz Renato Fontes , Pierre Mathieu

Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…

Quantum Physics · Physics 2013-07-16 Fabrice Debbasch , Giuseppe Di Molfetta , David Espaze , Vincent Foulonneau

The statistics of equally weighted random paths (ideal polymer) is studied in $2$ and $3$ dimensional percolating clusters. This is equivalent to diffusion in the presence of a trapping environment. The number of $N$ step walks follows a…

Condensed Matter · Physics 2009-10-22 Achille Giacometti , Amos Maritan

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

Results from a modified Diffusion Limited Aggregation (DLA) model are presented. The modifications of the classical DLA model are in the attachment to the cluster rules and in the scheme of particle generation/killing. In the classical DLA…

Mesoscale and Nanoscale Physics · Physics 2011-05-30 Bogdan Ranguelov , Desislava Goranova , Vesselin Tonchev , Rositsa Yakimova

We study a class of corner growth models in which the weights are either all exponentially or all geometrically distributed. The parameter of the distribution at site $(i, j)$ is $a_i+b_j$ in the exponential case and $a_ib_j$ in the…

Probability · Mathematics 2016-12-28 Elnur Emrah

Following the recent work of Sznitman (arXiv:0805.4516), we investigate the microscopic picture induced by a random walk trajectory on a cylinder of the form G_N x Z, where G_N is a large finite connected weighted graph, and relate it to…

Probability · Mathematics 2010-07-13 David Windisch

We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…

Probability · Mathematics 2021-02-04 Cristian F. Coletti , Lucas R. de Lima , Renato J. Gava , Denis A. Luiz

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…

Statistical Mechanics · Physics 2009-10-31 R. K. P. Zia , Z. Toroczkai

Self-similar dynamical processes are characterized by a growing length scale $\xi$ which increases with time as $\xi \sim t^{1/z}$, where z is the dynamical exponent. The best known example is a simple random walk with z=2. Usually such…

Statistical Mechanics · Physics 2016-01-18 Lukas Kades , Manuel Schrauth , Maximilian Schneider , Haye Hinrichsen

Discrete-time quantum walks are considered a counterpart of random walks and the study for them has been getting attention since around 2000. In this paper, we focus on a quantum walk which generates a probability distribution splitting to…

Quantum Physics · Physics 2018-05-08 Takuya Machida

We consider the penetration length $l$ of random walkers diffusing in a medium of perfect or imperfect absorbers of number density $\rho$. We solve this problem on a lattice and in the continuum in all dimensions $D$, by means of a…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Clément Sire , Julien Sopik

We discuss contemporaneous aggregation of independent copies of a triangular array of random-coefficient AR(1) processes with i.i.d. innovations belonging to the domain of attraction of an infinitely divisible law W. The limiting aggregated…

Statistics Theory · Mathematics 2013-07-09 Anne Philippe , Donata Puplinskaite , Donatas Surgailis

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

We present a new theoretical framework for Diffusion Limited Aggregation and associated Dielectric Breakdown Models in two dimensions. Key steps are understanding how these models interrelate when the ultra-violet cut-off strategy is…

Statistical Mechanics · Physics 2007-05-23 R. C. Ball , E. Somfai
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